-10.4%
LEN vs ACGL
+161.8%
-172.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | -4.9% | -1.0% | -3.9% | -4.6% |
| 3M | -8.5% | +11.0% | -19.5% | -11.4% |
| 6M | -20.7% | -0.3% | -20.3% | -20.8% |
| YTD | -17.4% | +2.3% | -19.7% | -18.3% |
| 1Y | -38.2% | +6.4% | -44.6% | -39.7% |
| 3Y | -24.9% | +34.0% | -58.8% | -34.5% |
| All | -10.4% | +161.8% | -172.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling